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同分布ρ~-混合随机变量序列的矩和重对数律的完全收敛性
Complete Moment Convergence and Law of Iterated Logarithm for Sequence of Identically Distributed ρ~-Mixing Random Variables
【作者】 刘锦霞;
【导师】 柳向东;
【作者基本信息】 暨南大学 , 概率论与数理统计, 2010, 硕士
【摘要】 本文研究了同分布ρ-混合随机变量序列的矩和重对数律的完全收敛性的等价条件.第一章讨论了同分布ρ-混合随机变量序列的矩完全收敛性的等价条件.第二章讨论了同分布ρ-混合序列的重对数律的完全收敛性的等价条件.第三章ρ-混合随机变量的正则部分和的最大值的矩.
【Abstract】 This thesis discusses the Complete Moment Convergence and Law of Iterated Logarithm for sequence of Identically Distributed p- -Mixing Random Variables. In the first chapter, the sufficient and necessary conditions of Complete Moment Convergence for sequence of identically distributed p-Mixing Random Variables are obtained. In the second chapter, the sufficient and necessary conditions of Law of Iterated Logarithm of Identically Distributed p- -Mixing Random Variables are attained. And in the last chapter, on Moments of the Maximum of Normed Partial Sums of p-Mixing Random Variables are studied.